+111.1%
SN vs INCY
+23.5%
+87.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | +19.4% | +9.8% | +9.7% | +17.3% |
| 3M | +20.9% | +1.0% | +19.9% | +20.3% |
| 6M | +111.1% | +21.9% | +89.2% | +104.0% |
| All | +111.1% | +23.5% | +87.7% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling